Thomas Baldwin-McDonald

Thomas Baldwin-McDonald

PhD Student

The University of Manchester

I am currently a PhD student in the Machine Learning Group at The University of Manchester, working on physics-informed probabilistic deep learning under the supervision of Dr Mauricio Álvarez. Previously, I obtained my masters and undergraduate degrees in the Computer Science and Physics departments respectively at The University of Sheffield, and I have also worked as an analyst in the energy sector and as a summer research intern at Spotify.

Previously known as Thomas M. McDonald.

Download my CV.

Interests
  • Gaussian processes
  • Bayesian deep learning
  • Physics-informed ML
Education
  • PhD in Computer Science, 2024

    The University of Manchester

  • MSc in Data Analytics, 2020

    The University of Sheffield

  • BSc (Hons) in Physics, 2018

    The University of Sheffield

Publications

(2023). Impatient Bandits: Optimizing Recommendations for the Long-Term Without Delay. In KDD 2023.

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(2023). Nonparametric Gaussian Process Covariances via Multidimensional Convolutions. In AISTATS 2023.

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(2020). The University of Sheffield at CheckThat! 2020: Claim Identification and Verification on Twitter. In CLEF 2020.

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Experience

 
 
 
 
 
Spotify
Research Scientist Intern
Jun 2022 – Sep 2022 London, UK
  • I spent the summer working within Tech Research at Spotify on a project which leveraged Bayesian filtering and Thompson sampling to provide podcast recommendations which drive long-term user engagement. This work was presented at KDD 2023.
 
 
 
 
 
The University of Sheffield
Graduate Teaching Assistant (GTA)
Oct 2020 – Feb 2022 Sheffield, UK
  • I have worked as a GTA on a number of different courses within the Faculty of Engineering, and currently assist with postgraduate-level courses focused on machine learning, handling data at scale using Spark and High Performance Computing infrastructure.
 
 
 
 
 
ENGIE Power Ltd.
Pricing Analyst
Oct 2018 – Aug 2019 Leeds, UK
  • My role involved employing statistical modelling to forecast national non-commodity cost components and mitigate the level of risk involved in signing energy supply contracts.

  • Implemented seasonal ARIMA forecasting models in Python, with the models routinely returning <1% error on predictions made three months ahead of time.

  • Improved functionality of the VBA gas and electricity price matrices.